+718.1%
NEM vs SPXS
-100.0%
+818.1%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -0.5% |
| 7D | +3.9% | -1.5% | +5.4% | +3.6% |
| 30D | +12.7% | +3.7% | +9.1% | +13.5% |
| 3M | +28.7% | -9.6% | +38.2% | +27.3% |
| 6M | +9.8% | -32.4% | +42.2% | +4.5% |
| YTD | +28.1% | -28.7% | +56.8% | +23.4% |
| 1Y | +69.3% | -38.1% | +107.4% | +60.3% |
| 3Y | +247.7% | -80.1% | +327.8% | +187.8% |
| 5Y | +153.4% | -85.9% | +239.3% | +110.5% |
| 10Y | +291.3% | -99.5% | +390.8% | +113.4% |
| All | +718.1% | -100.0% | +818.1% | +111.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPXS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling